There's a blog post somewhere on the internet on how you should best make the selection of the rows to show should be as compact as possible, thus: just the ids; and producing the complete results should in turn fetch all the data you want for only the rows you selected.
Thus, the SQL might be something like (untested, I'm not sure it actually will do any good):
select A.* from table A
inner join (select id from table order by whatever limit m, n) B
on A.id = B.id
order by A.whatever
If your SQL engine is too primitive to allow this kind of SQL statements, or it doesn't improve anything, against hope, it might be worthwhile to break this single statement into multiple statements and capture the ids into a data structure.
Update: I found the blog post I was talking about: it was Jeff Atwood's "All Abstractions Are Failed Abstractions" on Coding Horror.